-83.9%
FIG vs ALLE
+16.9%
-100.7%
-86.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -0.5% | -3.4% | -4.0% |
| 7D | -11.4% | +0.1% | -11.5% | -11.3% |
| 30D | -17.2% | +25.9% | -43.1% | -16.0% |
| 3M | -26.6% | +14.9% | -41.5% | -26.7% |
| 6M | -9.8% | +42.1% | -51.9% | -4.2% |
| YTD | -50.1% | +20.4% | -70.5% | -49.1% |
| 1Y | -58.1% | +14.9% | -72.9% | -56.0% |
| All | -83.9% | +16.9% | -100.7% | -82.0% |
Cumulative growth
Daily Returns
Daily percentage return beside ALLE.
Daily Out/Under-Performance
Portfolio return minus ALLE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALLE return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 3y: compounded portfolio wealth divided by compounded ALLE wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
3y analysis · Full analysis span regression · 6 months rolling